A HYBRID PROXIMAL-EXTRAGRADIENT ALGORITHM WITH INERTIAL EFFECTS

作者：Bot Radu Ioan^*; Csetnek Ernoe Robert

来源：Numerical Functional Analysis and Optimization, 2015, 36(8): 951-963.

DOI：10.1080/01630563.2015.1042113

• Enlargement of a maximally monotone operator
• Hybrid proximal point algorithm
• Inertial splitting algorithm
• Maximally monotone operator
• Resolvent

In this article, we incorporate inertial terms in the hybrid proximal-extragradient algorithm and investigate the convergence properties of the resulting iterative scheme designed to find the zeros of a maximally monotone operator in real Hilbert spaces. The convergence analysis relies on extended Fejer monotonicity techniques combined with the celebrated Opial Lemma. We also show that the classical hybrid proximal-extragradient algorithm and the inertial versions of the proximal point, the forward-backward and the forward-backward-forward algorithms can be embedded into the framework of the proposed iterative scheme.

• 出版日期2015-8-3